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Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate
Geometric Asian Options Pricing under the Double Heston Stochastic Volatility Model with Stochastic Interest Rate

Tasar las opciones energéticas de Asia por el método de fracciones discontinuas
Tasar las opciones energéticas de Asia por el método de fracciones discontinuas

Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library
Numerical pricing of geometric asian options with barriers - Aimi - 2018 - Mathematical Methods in the Applied Sciences - Wiley Online Library

Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals
Evaluation of Pricing American-Style Solution of Asian Option - Ignited Minds Journals

Asian options, Other exotic options
Asian options, Other exotic options

PPT - The Asian Options PowerPoint Presentation, free download - ID:1195001
PPT - The Asian Options PowerPoint Presentation, free download - ID:1195001

What is the volatility of an Asian option? - Risk.net
What is the volatility of an Asian option? - Risk.net

Asian options, Other exotic options
Asian options, Other exotic options

Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science
Pricing Asian power options under jump-fraction process | Journal of Economics, Finance and Administrative Science

Full article: Short Maturity Forward Start Asian Options in Local Volatility Models
Full article: Short Maturity Forward Start Asian Options in Local Volatility Models

PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu
PDF) An exact and explicit formula for pricing Asian options with regime switching | Song-ping Zhu - Academia.edu

Asian options, Other exotic options
Asian options, Other exotic options

Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach – topic of research paper in Mathematics. Download scholarly article PDF and read for free on CyberLeninka open science
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach – topic of research paper in Mathematics. Download scholarly article PDF and read for free on CyberLeninka open science

Asian Option Pricing in Excel using QuantLib: Monte Carlo, Finite Differences, Analytic models for Arithmetic and Geometric Average. Example with live EUR/USD rate - Resources
Asian Option Pricing in Excel using QuantLib: Monte Carlo, Finite Differences, Analytic models for Arithmetic and Geometric Average. Example with live EUR/USD rate - Resources

PDF] MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS | Semantic Scholar
PDF] MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS | Semantic Scholar

PDF) Quick and Dirty - Short Cuts for Option Lovers
PDF) Quick and Dirty - Short Cuts for Option Lovers

Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect
Pricing and hedging of arithmetic Asian options via the Edgeworth series expansion approach - ScienceDirect

Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science - Vipul K. Singh, 2014
Black-Scholes Options Pricing Formula: Confluence of Financial Economics, Mathematics and Computational Science - Vipul K. Singh, 2014

Espen Haug
Espen Haug

Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy
Comparative analysis of Geometric Option pricing (Black Scholes vs Monte Carlo) – QuantiPy

SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance
SUBLEADING CORRECTION TO THE ASIAN OPTIONS VOLATILITY IN THE BLACK–SCHOLES MODEL | International Journal of Theoretical and Applied Finance

A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text
A robust numerical solution to a time-fractional Black–Scholes equation | Advances in Continuous and Discrete Models | Full Text